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Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China
16 references·1 citing·43 second hop
Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China (2017)Structural breaks, dynamic correlations, …World gold prices and stock returns in China: Insights for hedging and diversification strategies (2014)World gold prices and stock r…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets (2006)Dynamic linkages between exch…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)A bivariate causality between…Volatility in Emerging Stock Markets (1999)Volatility in Emerging Stock …ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)ON THE DYNAMIC RELATION BETWE…Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance (1994)Use of Cumulative Sums of Squ…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Stock prices and the effective exchange rate of the dollar (1992)Stock prices and the effectiv…Industrial Structure and the Comparative Behavior of International Stock Market Indices (1992)Industrial Structure and the …Persistence in Variance, Structural Change, and the GARCH Model (1990)Persistence in Variance, Stru…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Exchange Rates and the Current Account. 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1988Testing for a Unit Root in Time Series Regression19,420 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,637 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,237 cited
  • 1990Persistence in Variance, Structural Change, and the GARCH Model1,188 cited
  • 1980Exchange Rates and the Current Account.1,043 cited
  • 2000A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆785 cited
  • 1999Volatility in Emerging Stock Markets735 cited
  • 1992Industrial Structure and the Comparative Behavior of International Stock Market Indices662 cited
  • 1992Stock prices and the effective exchange rate of the dollar492 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 1996ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES427 cited
  • 2014World gold prices and stock returns in China: Insights for hedging and diversification strategies

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331 cited
  • 2006Dynamic linkages between exchange rates and stock prices: Evidence from East Asian markets325 cited
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    • 2021Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach15 cited